The RATS Software Forum

Dear Tom, Marinkos request would also be of significant use. In addition when I said 3 cases,I meant on u(t), so u(t) would have no constant no trend, constant, constant and trend. Like in the paper Marinko states. So given a process how would I consider these cases.Sorry if this is just what you ha...

Once again thank you for the quick reply.
I am looking to present 3 cases - no regressors, constant, constant and trend for different values of the differencing parameter.
With the code you have shown me, I am unsure how to adjust for the other 2 cases.
Your help is much appreciated, thank you.

Dear Tom,
Thank you very much for the fast reply!
Now I just have to figure out how to include intercept and intercept and trend when computing.
I am assuming this code above is for no regressors? Or have I read it incorrectly.
Once again thank you!

Dear all,
Does anyone have the procedure code for Robinsons LM test in his 1994 paper " Efficient tests of nonstationary hypotheses"
Thanks very much,